เปรียบเทียบวิธี

	Fourier OLS (Fourier-Augmented Ordinary Least Squares)	Structural Break OLS
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2004	1960–1998
ผู้ริเริ่ม	Becker, Enders, and Hurn	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation
ประเภท	Augmented linear regression	Segmented linear regression
แหล่งต้นตำรับ	Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
ชื่อเรียกอื่น	Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression
ที่เกี่ยวข้อง	6	6
สรุป	Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks.	Structural Break OLS extends ordinary least squares to allow regression coefficients to shift at one or more breakpoints in time or across regimes. Rather than forcing a single coefficient vector across the entire sample, the model partitions the data and estimates a separate OLS regression within each segment, making it appropriate when economic relationships are suspected to change due to policy shifts, crises, or other structural events.